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Course11110710720 lectures

Numerical Methods: Finite difference approach

Prof. Ameeya Kumar Nayak · IIT Roorkee

Start with lecture 1 At NPTEL

Lectures

Unit 1

  1. Introduction to Numerical solutions Video
  2. Numerical Solution of ODE Video
  3. Numerical solution of PDE Video
  4. Finite difference approximation Video
  5. Polynomial fitting and one-sided approximation Video

Unit 2

  1. Solution of parabolic equation Video
  2. Implicit and C-N scheme for solving 1D parabolic equation Video
  3. Stability analysis of Explicit scheme for solving parabolic equation Video
  4. Stability of Crank-Nicoloson's scheme Video
  5. Approximation of derivative boundary conditions Video

Unit 3

  1. Solution of two-dimensional parabolic equation Video
  2. Solution of 2D parabolic equation using ADI scheme Video
  3. Solution of Elliptic Equation Video
  4. Solution of Elliptic equation using SOR method Video
  5. Solution of Elliptic equation using ADI scheme Video

Unit 4

  1. Solution of Hyperbolic equation Video
  2. Stability analysis for Hyperbolic equations Video
  3. Characteristics of PDE Video
  4. Lax-Wendroff's method Video
  5. Wendroff's method Video

Syllabus and materials

At NPTEL, as the course publishes them.

Credits and licence

Institution
IIT Roorkee
Department
Mathematics
Teacher
Prof. Ameeya Kumar Nayak
Level
Undergraduate
Language
English
Subjects
Mathematics
Source
NPTEL
Licence
CC BY-NC-SA, as NPTEL states it. Non-commercial use only. NPTEL's terms
Attribution
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